+32.8%
SNOW vs CBRE
+196.2%
-163.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.6% | -4.8% | -5.1% |
| 7D | +2.8% | -2.0% | +4.8% | +4.0% |
| 30D | +6.4% | -2.2% | +8.6% | +7.5% |
| 3M | +38.1% | +12.9% | +25.2% | +29.2% |
| 6M | +100.4% | +4.3% | +96.1% | +94.2% |
| YTD | +53.7% | -8.0% | +61.8% | +58.2% |
| 1Y | +52.0% | -8.6% | +60.5% | +56.2% |
| 3Y | +114.7% | +71.9% | +42.8% | +50.9% |
| 5Y | +8.8% | +50.0% | -41.2% | -21.8% |
| All | +32.8% | +196.2% | -163.4% | +3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CBRE.
Daily Out/Under-Performance
Portfolio return minus CBRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBRE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CBRE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling